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A Heuristic Method for Estimating the Relative Weight of Predictor Variables in Multiple Regression

โœ Scribed by Johnson, Jeff W.


Book ID
126826852
Publisher
Lawrence Erlbaum Associates, Inc.
Year
2000
Tongue
English
Weight
118 KB
Volume
35
Category
Article
ISSN
0027-3171

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A new method for the elimination of useless predictors in multivariate regression problems is proposed. The method is based on the cyclic repetition of PLS regression. In each cycle the predictor importance (product of the absolute value of the regression coefficient and the standard deviation of th